That really sounds like an window manager thing, not a godot issue.

I feel like this might be OS/window-manager dependent. There may be a click to focus setting.

Does the same happen if you alt-tab or click on the title bar instead of within the editor?

I had similar issues with other programs. In my case it was PersistentWindows, which I use to make sure that the windows I open keep their position even when I disconnect my second monitor.